Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 130,202 CHF | 130,632 CHF | 100.00% | 100.00% |
08/05/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 44,000 | 44,000 | 43,992 | 43,992 | 125,962 CHF | 126,402 CHF | 99.09% | 99.09% |
07/05/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 44,000 | 44,000 | 44,224 | 44,224 | 125,102 CHF | 125,544 CHF | 99.88% | 99.88% |
06/05/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 45,000 | 45,000 | 45,098 | 45,098 | 122,166 CHF | 122,617 CHF | 100.00% | 100.00% |
03/05/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 45,000 | 45,000 | 45,124 | 45,124 | 121,614 CHF | 122,066 CHF | 99.95% | 99.95% |
02/05/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 45,000 | 45,000 | 45,598 | 45,598 | 121,181 CHF | 121,637 CHF | 100.00% | 100.00% |
30/04/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 45,000 | 45,000 | 44,981 | 44,981 | 121,663 CHF | 122,113 CHF | 100.00% | 100.00% |
29/04/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 46,000 | 46,000 | 45,035 | 45,035 | 121,372 CHF | 121,822 CHF | 100.00% | 100.00% |
26/04/2024 | 0.37% | 2.61 CHF | 2.62 CHF | 46,000 | 46,000 | 45,110 | 45,110 | 122,024 CHF | 122,475 CHF | 99.58% | 99.58% |
25/04/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 45,000 | 45,000 | 44,910 | 44,910 | 123,637 CHF | 124,086 CHF | 99.99% | 99.99% |